Related papers: Leibniz seminorms in probability spaces
We consider the set M_n of all n-truncated power moment sequences of probability measures on [0,1]. We endow this set with the uniform probability. Picking randomly a point in M_n, we show that the upper canonical measure associated with…
We study central limit theorems for certain nonlinear sequences of random variables. In particular, we prove the central limit theorems for the bounded conductivity of the random resistor networks on hierarchical lattices.
Following the student t-statistic, normalization has been a widely used method in statistic and other disciplines including economics, ecology and machine learning. We focus on statistics taking the form of a ratio over (some power of) the…
In this paper we are concerned with nonlinear Schr\"odinger equations with random potentials. Our class includes continuum and discrete potentials. Conditions on the potential $V_{\omega}$ are found for existence of solutions almost sure…
In this paper, we show that the likelihood-ratio measure (a) is invariant with respect to dominating sigma-finite measures, (b) satisfies logical consequences which are not satisfied by standard $p$-values, (c) respects frequentist…
This paper studies one-sided hypothesis testing under random sampling without replacement. That is, when $n+1$ binary random variables $X_1,\ldots, X_{n+1}$ are subject to a permutation invariant distribution and $n$ binary random variables…
Probability density estimation is a core problem of statistics and signal processing. Moment methods are an important means of density estimation, but they are generally strongly dependent on the choice of feasible functions, which severely…
We provide an abstract multivariate central limit theorem with the Lindeberg-type error bounded in terms of Lipschitz functions (Wasserstein 1-distance) or functions with bounded second or third derivatives. The result is proved by means of…
We give a characterization of a variation of constants type estimate relating two positive semigroups on (possibly different) $L_p$-spaces to one another in terms of corresponding estimates for the respective generators and of estimates for…
We study some properties on $\mathsf{Lie}$-centroids related to central $\mathsf{Lie}$-derivations, generalized $\mathsf{Lie}$-derivations and almost inner $\mathsf{Lie}$-derivations. We also determine the $\mathsf{Lie}$-centroid of the…
The purpose of the present paper is to establish moderate deviation principles for a rather general class of random variables fulfilling certain bounds of the cumulants. We apply a celebrated lemma of the theory of large deviations…
We study the ergodic and statistical properties of a class of maps of the circle and of the interval of Lorenz type which present indifferent fixed points and points with unbounded derivative. These maps have been previously investigated in…
New Vapnik and Chervonenkis type concentration inequalities are derived for the empirical distribution of an independent random sample. Focus is on the maximal deviation over classes of Borel sets within a low probability region. The…
Answering a question of Frank Calegari, we extend some of our earlier results on dimension of fixed point spaces of elements in irreducible linear groups. We consider characteristic polynomials rather than just fixed spaces.
We study the bilinear estimates in the Sobolev spaces with the Dirichlet and the Neumann boundary condition. The optimal regularity is revealed to get such estimates in the half space case, which is related to not only smoothness of…
In this paper we define distributions on moment spaces corresponding to measures on the real line with an unbounded support. We identify these distributions as limiting distributions of random moment vectors defined on compact moment spaces…
For functions of independent random variables, various upper and lower variance bounds are revisited in diverse settings. These are then specialized to the Bernoulli, Gaussian, infinitely divisible cases and to Banach space valued random…
We study a non-linear Schroedinger equation with a Hartree-type nonlinearity and a localized random time-dependent external potential. Sharp dispersive estimates for the linear Schroedinger equation with a random time-dependent potential…
We show that the probability that a multilinear polynomial $f$ of independent random variables exceeds its mean by $\lambda$ is at most $e^{-\lambda^2 / (R^q Var(f))}$ for sufficiently small $\lambda$, where $R$ is an absolute constant.…
We show that for every positive p, the L_p-norm of linear combinations (with scalar or vector coefficients) of products of i.i.d. random variables, whose moduli have a nondegenerate distribution with the p-norm one, is comparable to the…